The effects of autocorrelation among errors on the consistency property of OLS variance estimator
Subhash C. Sharma
| Year of publication: |
1985
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| Authors: | Sharma, Subhash Chandra |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 27.1985, 3, p. 335-361
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| Subject: | Ökonometrik Schätzung | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
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| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002800553